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When you return to the "Download Your Information" webpage, the green button will be replaced with a "Pending..." message and the following message: "We're generating your personal archive. We'll e-mail you when it's ready."
Wait till you get the e-mail to whatever e-mail address your Facebook account is registered with. Once you do, it will look something like this.
The download link will take you back to your "Account Settings" webpage. Click on the "Download a copy" link again.